Optimal aggregation of linear time series models

DOI10.1016/j.csda.2004.05.015zbMath1429.62656MaRDI QIDQ957206

Peter Winker, John S. Chipman

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.015

zbMATH Keywords

aggregation; threshold accepting; industrial classification

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Second special issue on computational econometrics

Cites Work

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